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Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Kejriwal, Mohitosh; Lopez, Claude - 2010

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards non-rejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of...

Persistent link: https://www.econbiz.de/10015223245

Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation

Kejriwal, Mohitosh; Lopez, Claude - Department of Economics, College of Business - 2010

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards non-rejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of...

Persistent link: https://www.econbiz.de/10008619360

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output : A Robust Evaluation

Kejriwal, Mohitosh; Lopez, Claude - 2011

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards non-rejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of...

Persistent link: https://www.econbiz.de/10014179425

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output : A Robust Evaluation

Kejriwal, Mohitosh - 2010

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards non-rejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of...

Persistent link: https://www.econbiz.de/10013148029

Unit roots, level shifts and trend breaks in per capita output : a robust evaluation

Kejriwal, Mohitosh; Lopez, Claude - 2009

Persistent link: https://www.econbiz.de/10003931205

Unit roots, level shifts, and trend breaks in per capita output : a robust evaluation

Kejriwal, Mohitosh; Lopez, Claude - In: Econometric reviews 32 (2013) 8, pp. 892-927

Persistent link: https://www.econbiz.de/10009758610

Cointegration with structural breaks : an application to the Feldstein-Horioka puzzle

Kejriwal, Mohitosh - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10009949914

Cointegration with structural breaks : an application to the Feldstein-Horioka puzzle

Kejriwal, Mohitosh - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10009513639

Tests for a mean shift with good size and monotonic power

Kejriwal, Mohitosh - In: Economics letters 102 (2009) 2, pp. 78-82

Persistent link: https://www.econbiz.de/10003818331

A robust sequential procedure for estimating the number of structural changes in persistance

Kejriwal, Mohitosh - 2017

Persistent link: https://www.econbiz.de/10011922085

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